+141.9%
IAU vs BB
-25.5%
+167.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +0.2% | +1.8% | -1.7% | +0.1% |
| 30D | +0.2% | -12.2% | +12.4% | +0.6% |
| 3M | +3.3% | -12.3% | +15.6% | +3.5% |
| 6M | -14.6% | +122.7% | -137.3% | -17.1% |
| YTD | +1.9% | +104.5% | -102.6% | -0.9% |
| 1Y | +20.9% | +106.7% | -85.8% | +17.4% |
| 3Y | +127.5% | +70.0% | +57.5% | +119.7% |
| 5Y | +141.9% | -27.8% | +169.7% | +130.1% |
| All | +141.9% | -25.5% | +167.4% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling